Senior Quantitative Analyst - Fixed Income and Market Risk

Senior Quantitative Analyst ServiceNow Developer Certification is mandatory Sample Job Titles: • Senior Quantitative Risk Modeler – Fixed Income • Director – Market Risk Modeling • Senior Fixed Income Quantitative Analyst • Senior Quantitative Analyst – Market Risk & Pricing • Senior Risk Model Validation Specialist – Fixed Income Position Details Role: Senior Quantitative Analyst - Fixed Income and Market Risk NYC, NY (Need local candidates only) (3days Onsite) Type of Hire - Contract Job Description • Proven experience in pricing and risk modeling for fixed income trading products, with a focus on leveraged loans. • Strong understanding of model theory, calibration techniques, and dynamics of one-factor interest rate models, including the Hull-White model. • Advanced Python programming skills, with hands-on experience in testing financial models. • Experience with Numerix or comparable vendor-based modeling systems. • Proficient in designing and validating Profit and Loss (PnL) attribution frameworks. • Deep knowledge of market risk concepts and regulatory standards, including Value at Risk (VaR) using historical simulation, model sensitivity analysis (Greeks), and model validation practices aligned with SR 11-7 guidelines. • Demonstrated expertise in model development documentation, and implementation guides. • Excellent communication skills – both verbal and written. • Collaborative Team player with a proven track record of taking initiative and delivering results. • Excellent skills with Excel, Word and PowerPoint are mandatory. • Advanced degree (Master’s or Ph.D.) in a quantitative discipline such as Finance, Engineering, Physics, Mathematics, Statistics, Computer Science, or Quantitative Finance, with a strong background in modeling. • Minimum of 7-10 years of experience in developing and/or validating trading book market risk models within the financial services industry. Razeen Khan |KEASIS| 221 river st 9th floor Hoboken NJ 07030 https://www.linkedin.com/in/khan-razeen2801/ Contact No. 551-270-5009 Email : m.razeen@keasis.com